tech.nmfin.algoquant.demo.misc

Class SensitivityAnalyzerDemo

java.lang.Object

tech.nmfin.algoquant.demo.misc.SensitivityAnalyzerDemo

@Demo
public class SensitivityAnalyzerDemo
extends Object

This example looks at the sensitivity of the SMA2 strategy to changes in the lag numberOfProducts.

Using this example. Perturbs the two SMA lag coordinates around a reference vector and evaluates the resulting realized P/L with SensitivityAnalyzer. NM vectors use one-based indexing; the lag values are converted to integer observation counts. Yahoo access and the histogram display are runtime dependencies.

Constructor Summary

Constructors

Constructor and Description
SensitivityAnalyzerDemo()

Method Summary

Modifier and Type	Method and Description
static void	main(String[] args)
void	run()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

SensitivityAnalyzerDemo

public SensitivityAnalyzerDemo()

Method Detail

main

public static void main(String[] args)
                 throws MapOfExceptions,
                        Exception

Throws:

MapOfExceptions

Exception

run

public void run()
         throws MapOfExceptions,
                Exception

Throws:

MapOfExceptions

Exception